**** ROBUSTNESS CHECK: THIS PROGRAM ESTIMATES 
**** AN UNCONSTRAINED DYNAMIC STATE-DEPENDENT MODEL 
**** WITH CHANGES IN ORDERS AND INVENTORIES 
**** REPLACING PRODUCTION CHANGES  ****
. 
. 
. 
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /** Ordered Probit "� la Rivers-Vuong/Wooldridge" with random effects **/
. 
. reoprob  evprpf evprmp evprmp_l1 evprmp_l2 evprmp_l3 cum_evprmp_l123 ///
>                 isalmtot2 isalmtot2_l1 isalmtot2_l2 isalmtot2_l3 cum_isalmtot_l123  ///
>                 evcom evcom_l1  evcom_l2  evcom_l3  cum_evcom_l123   ///
>                 evstpf evstpf_l1  evstpf_l2  evstpf_l3  cum_evstpf_l123   ///
>                 txipp2 txipp2_l1 txipp2_l2 txipp2_l3 cum_ipp2_l123  ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_evprmp  res_evprmp_l1 res_evprmp_l2 res_evprmp_l3 res_cum_evprmp_l123
>  ///
>                 res_isalmtot res_isalmtot_l1 res_isalmtot_l2 res_isalmtot_l3 res_cum_isalmtot_l1
> 23  ///
>                 res_evcom res_evcom_l1  res_evcom_l2  res_evcom_l3  res_cum_evcom_l123   ///
>                 res_evstpf res_evstpf_l1  res_evstpf_l2  res_evstpf_l3  res_cum_evstpf_l123   //
> /
>                 res_txipp2_l1 res_txipp2_l2 res_txipp2_l3 res_cum_ipp2_l123  ///
>                     /*ind_DA*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/
>    ///
>                 ,  i(ident_stata)

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -29633.466  (not concave)
Iteration 1:   log likelihood = -29562.546  (not concave)
Iteration 2:   log likelihood = -29500.961  (not concave)
Iteration 3:   log likelihood = -29372.531  (not concave)
Iteration 4:   log likelihood = -29354.886  (not concave)
Iteration 5:   log likelihood =  -28903.76  (not concave)
Iteration 6:   log likelihood = -28775.282  (not concave)
Iteration 7:   log likelihood = -28670.829  
Iteration 8:   log likelihood = -28369.389  
Iteration 9:   log likelihood = -28320.943  
Iteration 10:  log likelihood = -28304.279  
Iteration 11:  log likelihood = -28304.117  
Iteration 12:  log likelihood = -28304.117  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(72)     =    4699.58
Log likelihood = -28304.117                       Prob > chi2     =     0.0000

---------------------------------------------------------------------------------------
               evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
eq1                   |
               evprmp |   1.932252   .3124227     6.18   0.000     1.319915    2.544589
            evprmp_l1 |  -.4256463   .1417039    -3.00   0.003    -.7033809   -.1479117
            evprmp_l2 |  -.0874532   .0592987    -1.47   0.140    -.2036765    .0287701
            evprmp_l3 |   .0740322   .0403546     1.83   0.067    -.0050614    .1531259
      cum_evprmp_l123 |   .1351477   .0334457     4.04   0.000     .0695953    .2007001
            isalmtot2 |   .2268379    .043066     5.27   0.000       .14243    .3112458
         isalmtot2_l1 |  -.0076715   .0209445    -0.37   0.714     -.048722    .0333789
         isalmtot2_l2 |  -.0319475   .0241673    -1.32   0.186    -.0793147    .0154196
         isalmtot2_l3 |  -.0581443   .0268351    -2.17   0.030    -.1107401   -.0055486
    cum_isalmtot_l123 |   .0023697   .0205819     0.12   0.908      -.03797    .0427095
                evcom |    .047909   .1310777     0.37   0.715    -.2089987    .3048166
             evcom_l1 |   .0495371   .0126693     3.91   0.000     .0247057    .0743685
             evcom_l2 |   .0559921   .0145671     3.84   0.000      .027441    .0845432
             evcom_l3 |   .0354414   .0142218     2.49   0.013     .0075671    .0633156
       cum_evcom_l123 |   .0914342   .0105648     8.65   0.000     .0707277    .1121408
               evstpf |   .1655317    .298825     0.55   0.580    -.4201545    .7512179
            evstpf_l1 |  -.0765724   .0410655    -1.86   0.062    -.1570592    .0039144
            evstpf_l2 |  -.0619135   .0192526    -3.22   0.001    -.0996479   -.0241791
            evstpf_l3 |  -.0261398   .0173924    -1.50   0.133    -.0602283    .0079487
      cum_evstpf_l123 |   -.033163    .012977    -2.56   0.011    -.0585975   -.0077284
               txipp2 |   .0753375   .0073871    10.20   0.000     .0608591    .0898159
            txipp2_l1 |    .065051   .0098941     6.57   0.000     .0456589    .0844431
            txipp2_l2 |   .0389335   .0121605     3.20   0.001     .0150993    .0627677
            txipp2_l3 |   .0437516   .0131243     3.33   0.001     .0180284    .0694749
        cum_ipp2_l123 |   .0508291   .0113416     4.48   0.000     .0285999    .0730582
             tva_2000 |   .1959505     .09263     2.12   0.034     .0143991     .377502
           tva_2000_2 |   -.110923   .0494675    -2.24   0.025    -.2078774   -.0139685
            euro_2002 |   .0727234   .0761453     0.96   0.340    -.0765186    .2219654
          euro_2002_2 |   .0199141   .0253643     0.79   0.432     -.029799    .0696272
               y_null |   .0491322   .0216537     2.27   0.023     .0066917    .0915728
           res_evprmp |  -1.359429   .3126125    -4.35   0.000    -1.972139   -.7467201
        res_evprmp_l1 |    .165042   .1437216     1.15   0.251    -.1166471    .4467311
        res_evprmp_l2 |   .0012614   .0640974     0.02   0.984    -.1243672    .1268901
        res_evprmp_l3 |  -.0998325   .0472043    -2.11   0.034    -.1923512   -.0073138
  res_cum_evprmp_l123 |  -.1287853   .0339853    -3.79   0.000    -.1953954   -.0621753
         res_isalmtot |  -.2357448   .0456511    -5.16   0.000    -.3252192   -.1462703
      res_isalmtot_l1 |   .0458534   .0362823     1.26   0.206    -.0252586    .1169654
      res_isalmtot_l2 |   .1333388   .0358257     3.72   0.000     .0631217     .203556
      res_isalmtot_l3 |   .0927546   .0368746     2.52   0.012     .0204816    .1650275
res_cum_isalmtot_l123 |   .0073545   .0210851     0.35   0.727    -.0339715    .0486805
            res_evcom |   .0246979   .1313092     0.19   0.851    -.2326635    .2820592
         res_evcom_l1 |   -.081721   .0214798    -3.80   0.000    -.1238206   -.0396214
         res_evcom_l2 |   -.119794   .0210594    -5.69   0.000    -.1610697   -.0785182
         res_evcom_l3 |  -.0828651   .0204415    -4.05   0.000    -.1229296   -.0428006
   res_cum_evcom_l123 |  -.0855519   .0112696    -7.59   0.000      -.10764   -.0634638
           res_evstpf |  -.1643312   .2989688    -0.55   0.583    -.7502993     .421637
        res_evstpf_l1 |   .1055529    .045708     2.31   0.021     .0159668    .1951391
        res_evstpf_l2 |   .0862913    .026248     3.29   0.001     .0348461    .1377365
        res_evstpf_l3 |   .0930309   .0245022     3.80   0.000     .0450073    .1410544
  res_cum_evstpf_l123 |   .0453282   .0137247     3.30   0.001     .0184283    .0722281
        res_txipp2_l1 |  -.1795803   .0188647    -9.52   0.000    -.2165544   -.1426061
        res_txipp2_l2 |  -.0707023   .0186601    -3.79   0.000    -.1072754   -.0341293
        res_txipp2_l3 |   -.101671    .018785    -5.41   0.000    -.1384888   -.0648531
    res_cum_ipp2_l123 |  -.0449661   .0117968    -3.81   0.000    -.0680873   -.0218448
               ind_db |  -.1974387   .0582359    -3.39   0.001    -.3115789   -.0832985
               ind_dc |  -.0275947   .0854538    -0.32   0.747    -.1950812    .1398917
               ind_dd |  -.1922547   .0681242    -2.82   0.005    -.3257756   -.0587338
               ind_de |  -.0268232   .0473708    -0.57   0.571    -.1196681    .0660218
               ind_dg |   -.106777   .0471456    -2.26   0.024    -.1991808   -.0143733
               ind_dh |  -.1952033   .0526071    -3.71   0.000    -.2983113   -.0920953
               ind_di |  -.1927531   .0527861    -3.65   0.000    -.2962119   -.0892943
               ind_dj |  -.1024417   .0456113    -2.25   0.025    -.1918381   -.0130452
               ind_dk |  -.2775123   .0481244    -5.77   0.000    -.3718344   -.1831903
               ind_dl |  -.2455499   .0569289    -4.31   0.000    -.3571284   -.1339714
               ind_dm |  -.3636385    .051625    -7.04   0.000    -.4648217   -.2624553
               ind_dn |    -.08026   .0611887    -1.31   0.190    -.2001877    .0396677
           annee_1999 |  -.0664193   .0568473    -1.17   0.243    -.1778379    .0449992
           annee_2000 |  -.0208837   .0451766    -0.46   0.644    -.1094283    .0676609
           annee_2001 |   .1846537   .0340356     5.43   0.000     .1179453    .2513622
           annee_2002 |   .0514497   .0300849     1.71   0.087    -.0075157     .110415
           annee_2003 |  -.0151314   .0239534    -0.63   0.528    -.0620792    .0318164
           annee_2004 |  -.1349163   .0400045    -3.37   0.001    -.2133238   -.0565089
----------------------+----------------------------------------------------------------
_cut1                 |
                _cons |  -1.370028   .0392147   -34.94   0.000    -1.446887   -1.293168
----------------------+----------------------------------------------------------------
_cut2                 |
                _cons |   1.618219   .0393955    41.08   0.000     1.541005    1.695433
----------------------+----------------------------------------------------------------
rho                   |
                _cons |   .1293033   .0059571    21.71   0.000     .1176275    .1409791
---------------------------------------------------------------------------------------

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end of do-file

. exit, clear
